+5.7%
AKAM vs COR
+85.9%
-80.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +4.9% |
| 7D | +5.4% | -3.9% | +9.3% | +5.3% |
| 30D | -5.9% | -0.3% | -5.5% | -5.9% |
| 3M | -19.6% | +15.9% | -35.5% | -19.8% |
| 6M | +8.5% | -10.3% | +18.7% | +9.2% |
| YTD | +26.9% | -3.7% | +30.6% | +26.9% |
| 1Y | +41.7% | +9.1% | +32.6% | +40.7% |
| All | +5.7% | +85.9% | -80.2% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling